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Yam, Sheung Chi Phillip

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Author ID: yam.sheung-chi-phillip Recent zbMATH articles by "Yam, Sheung Chi Phillip"
Published as: Phillip Yam, Sheung Chi; Yam, S. C. P.; Yam, Sheung Chi Phillip
Homepage: http://www.sta.cuhk.edu.hk/scpy/
External Links: MGP · ORCID · dblp
Documents Indexed: 62 Publications since 2009

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 464 times in 352 Documents Cited by Year
Linear-quadratic mean field games. Zbl 1343.91010
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
54
2016
Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110
Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
35
2014
A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180
Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang
31
2014
The master equation in mean field theory. Zbl 1325.35232
Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip
30
2015
Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533
Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
27
2013
Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
23
2014
On the interpretation of the master equation. Zbl 1379.60063
Bensoussan, A.; Frehse, J.; Yam, S. C. P.
22
2017
Mean field games with a dominating player. Zbl 1348.49031
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P.
19
2016
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079
Chen, Ping; Yam, S. C. P.
17
2013
Behavioral optimal insurance. Zbl 1229.91167
Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
17
2011
Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P.
16
2015
Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.
13
2013
Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114
Bensoussan, A.; Yam, S. C. P.; Zhang, Z.
12
2015
Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang
11
2015
The optimal insurance under disappointment theories. Zbl 1348.91133
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
10
2015
Oracle, multiple robust and multipurpose calibration in a missing response problem. Zbl 1331.62070
Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip
10
2014
Universal repetitive learning control for nonparametric uncertainty and unknown state-dependent control direction matrix. Zbl 1368.93232
Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen
10
2010
Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021
Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P.
9
2017
Fourier-cosine method for Gerber-Shiu functions. Zbl 1314.91235
Chau, K. W.; Yam, S. C. P.; Yang, H.
9
2015
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting. Zbl 1414.62107
Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng
8
2016
Fourier-cosine method for ruin probabilities. Zbl 1305.91163
Chau, K. W.; Yam, S. C. P.; Yang, H.
7
2015
Game call options revisited. Zbl 1304.91228
Yam, S. C. P.; Yung, S. P.; Zhou, W.
7
2014
Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
6
2019
Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076
Cheung, K. C.; Liu, F.; Yam, S. C. P.
6
2012
Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung
5
2016
A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240
Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip
4
2019
A class of nonzero-sum investment and reinsurance games subject to systematic risks. Zbl 1402.91215
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui
4
2017
Utility-deviation-risk portfolio selection. Zbl 1366.91147
Wong, K. C.; Yam, S. C. P.; Zheng, H.
4
2017
Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191
Cheung, K. C.; Rong, Yian; Yam, S. C. P.
4
2014
Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061
Bensoussan, A.; Mertz, L.; Yam, S. C. P.
3
2016
Convex ordering for insurance preferences. Zbl 1348.91134
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
3
2015
Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.
3
2014
Robust control for uncertain nonlinear systems with state-dependent control direction. Zbl 1207.93031
Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen
3
2011
Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. Zbl 1186.60039
Yam, S. C. P.; Yung, S. P.; Zhou, W.
3
2009
Mean-field-type games with jump and regime switching. Zbl 1437.91050
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip
2
2020
Control problem on space of random variables and master equation. Zbl 1450.35305
Bensoussan, Alain; Yam, Sheung Chi Phillip
2
2019
Disappointment aversion premium principle. Zbl 1390.91131
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip
2
2015
An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148
Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip
2
2015
Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011
Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P.
2
2012
Mean field games with parametrized followers. Zbl 07158610
Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip
1
2020
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
1
2019
Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip
1
2018
Critical points of random finite Blaschke products with independent and identically distributed zeros. Zbl 1350.30074
Cheung, Pak-Leong; Ng, Tuen Wai; Yam, S. C. P.
1
2014
Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise. Zbl 1295.93074
Jasso-Fuentes, Héctor; Mertz, Laurent; Yam, Sheung Chi Phillip
1
2014
A unified “bang-bang” principle with respect to \({\mathcal R}\)-invariant performance benchmarks. Zbl 1273.91432
Yam, S. C. P.; Yung, S. P.; Zhou, W.
1
2013
A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049
Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
1
2013
Optimal selling time in stock market over a finite time horizon. Zbl 1254.91730
Yam, S. C. P.; Yung, Siu Pang; Zhou, Wei
1
2012
Mean-field-type games with jump and regime switching. Zbl 1437.91050
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip
2
2020
Mean field games with parametrized followers. Zbl 07158610
Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip
1
2020
Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
6
2019
A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240
Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip
4
2019
Control problem on space of random variables and master equation. Zbl 1450.35305
Bensoussan, Alain; Yam, Sheung Chi Phillip
2
2019
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
1
2019
Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip
1
2018
On the interpretation of the master equation. Zbl 1379.60063
Bensoussan, A.; Frehse, J.; Yam, S. C. P.
22
2017
Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021
Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P.
9
2017
A class of nonzero-sum investment and reinsurance games subject to systematic risks. Zbl 1402.91215
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui
4
2017
Utility-deviation-risk portfolio selection. Zbl 1366.91147
Wong, K. C.; Yam, S. C. P.; Zheng, H.
4
2017
Linear-quadratic mean field games. Zbl 1343.91010
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
54
2016
Mean field games with a dominating player. Zbl 1348.49031
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P.
19
2016
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting. Zbl 1414.62107
Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng
8
2016
Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung
5
2016
Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061
Bensoussan, A.; Mertz, L.; Yam, S. C. P.
3
2016
The master equation in mean field theory. Zbl 1325.35232
Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip
30
2015
Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P.
16
2015
Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114
Bensoussan, A.; Yam, S. C. P.; Zhang, Z.
12
2015
Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang
11
2015
The optimal insurance under disappointment theories. Zbl 1348.91133
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
10
2015
Fourier-cosine method for Gerber-Shiu functions. Zbl 1314.91235
Chau, K. W.; Yam, S. C. P.; Yang, H.
9
2015
Fourier-cosine method for ruin probabilities. Zbl 1305.91163
Chau, K. W.; Yam, S. C. P.; Yang, H.
7
2015
Convex ordering for insurance preferences. Zbl 1348.91134
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
3
2015
Disappointment aversion premium principle. Zbl 1390.91131
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip
2
2015
An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148
Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip
2
2015
Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110
Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
35
2014
A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180
Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang
31
2014
Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
23
2014
Oracle, multiple robust and multipurpose calibration in a missing response problem. Zbl 1331.62070
Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip
10
2014
Game call options revisited. Zbl 1304.91228
Yam, S. C. P.; Yung, S. P.; Zhou, W.
7
2014
Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191
Cheung, K. C.; Rong, Yian; Yam, S. C. P.
4
2014
Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.
3
2014
Critical points of random finite Blaschke products with independent and identically distributed zeros. Zbl 1350.30074
Cheung, Pak-Leong; Ng, Tuen Wai; Yam, S. C. P.
1
2014
Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise. Zbl 1295.93074
Jasso-Fuentes, Héctor; Mertz, Laurent; Yam, Sheung Chi Phillip
1
2014
Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533
Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
27
2013
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079
Chen, Ping; Yam, S. C. P.
17
2013
Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.
13
2013
A unified “bang-bang” principle with respect to \({\mathcal R}\)-invariant performance benchmarks. Zbl 1273.91432
Yam, S. C. P.; Yung, S. P.; Zhou, W.
1
2013
A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049
Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
1
2013
Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076
Cheung, K. C.; Liu, F.; Yam, S. C. P.
6
2012
Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011
Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P.
2
2012
Optimal selling time in stock market over a finite time horizon. Zbl 1254.91730
Yam, S. C. P.; Yung, Siu Pang; Zhou, Wei
1
2012
Behavioral optimal insurance. Zbl 1229.91167
Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
17
2011
Robust control for uncertain nonlinear systems with state-dependent control direction. Zbl 1207.93031
Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen
3
2011
Universal repetitive learning control for nonparametric uncertainty and unknown state-dependent control direction matrix. Zbl 1368.93232
Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen
10
2010
Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. Zbl 1186.60039
Yam, S. C. P.; Yung, S. P.; Zhou, W.
3
2009
all top 5

Cited by 509 Authors

32 Yam, Sheung Chi Phillip
16 Bensoussan, Alain
13 Cheung, Ka Chun
11 Jin, Zhuo
11 Shen, Yang
9 Zeng, Yan
7 Pham, Huyên
7 Qian, Linyi
7 Wei, Jiaqin
7 Weng, Chengguo
7 Wong, Hoi Ying
7 Yang, Hailiang
6 Averboukh, Yuriĭ Vladimirovich
6 Cai, Jun
6 Carmona, René A.
6 Huang, Jianhui
6 Yung, Siu Pang
5 Chong, Wing Fung
5 Forsyth, Peter A.
5 Han, Peisong
5 Hu, Duni
5 Lacker, Daniel
5 Li, Xun
5 Tan, Ken Seng
5 Wang, Hailong
5 Zhang, Zhimin
5 Zhuang, Sheng Chao
4 Asimit, Alexandru V.
4 Assa, Hirbod
4 Chau, Man Ho Michael
4 Chen, Lv
4 Chiu, Mei Choi
4 Dang, Duy Minh
4 Delarue, François
4 Ghossoub, Mario
4 Liu, Fangda
4 Mertz, Laurent
4 Moon, Jun-Hee
4 Sung, K. C. J.
4 Tembine, Hamidou
4 Wang, Ning
4 Wang, Tianxiao
4 Wong, Kwok Chuen
4 Zhang, Nan
3 Bayraktar, Erhan
3 Boonen, Tim J.
3 Caines, Peter Edwin
3 Cecchin, Alekos
3 Chen, Ping
3 Chi, Yichun
3 Hu, Junlei
3 Huang, Minyi
3 Jin, Xu
3 Laurière, Mathieu
3 Lemieux, Christiane
3 Li, Juan
3 Li, Shuanming
3 Li, Zhongfei
3 Lindensjö, Kristoffer
3 Lo, Ambrose
3 Lu, Zhiyi
3 Pun, Chi Seng
3 Siu, Chi Chung
3 Van Staden, Pieter M.
3 Wang, Guangchen
3 Wang, Wei
3 Wei, Xiaoli
3 Xu, Jianxin
3 Yin, Chuancun
3 Yu, Wenguang
3 Yu, Zhiyong
3 Yuen, Fei Lung
3 Zhao, Hui
2 Ahuja, Saran
2 Allaart, Pieter C.
2 Balbás, Alejandro
2 Balbás, Beatriz
2 Balbás, Raquel
2 Başar, Tamer
2 Cardaliaguet, Pierre
2 Chau, Ki Wai
2 Chen, Shou
2 Chen, Shumin
2 Chen, Sixia
2 Chen, Zhiping
2 Choutri, Salah Eddine
2 Cohen, Asaf
2 Cosso, Andrea
2 De Angelis, Tiziano
2 Djehiche, Boualem
2 Fischer, Markus
2 Frehse, Jens
2 Fu, Guanxing
2 Gangbo, Wilfrid
2 Guan, Guohui
2 Hamori, Shigeyuki
2 Haziza, David
2 Horst, Ulrich
2 Huang, Deqing
2 Huang, Nan-Jing
...and 409 more Authors
all top 5

Cited in 101 Serials

69 Insurance Mathematics & Economics
24 SIAM Journal on Control and Optimization
17 Journal of Computational and Applied Mathematics
15 Scandinavian Actuarial Journal
14 Applied Mathematics and Optimization
14 Automatica
8 Journal of Optimization Theory and Applications
8 Stochastic Processes and their Applications
8 ASTIN Bulletin
7 Mathematical Problems in Engineering
7 Dynamic Games and Applications
5 Journal of Applied Probability
5 SIAM Journal on Financial Mathematics
4 International Journal of Control
4 Journal of Mathematical Analysis and Applications
4 Systems & Control Letters
4 The Annals of Applied Probability
4 European Journal of Operational Research
4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
4 Discrete Dynamics in Nature and Society
4 Journal of Industrial and Management Optimization
3 Journal of the Franklin Institute
3 Stochastic Analysis and Applications
3 Journal de Mathématiques Pures et Appliquées. Neuvième Série
3 SIAM Journal on Mathematical Analysis
3 Mathematical Finance
3 Quantitative Finance
2 Scandinavian Journal of Statistics
2 Journal of Differential Equations
2 Journal of Multivariate Analysis
2 Journal of Statistical Planning and Inference
2 Mathematics of Operations Research
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Operations Research Letters
2 Probability Theory and Related Fields
2 Communications in Statistics. Theory and Methods
2 International Journal of Robust and Nonlinear Control
2 Electronic Journal of Probability
2 Finance and Stochastics
2 Abstract and Applied Analysis
2 Mathematical Methods of Operations Research
2 International Journal of Theoretical and Applied Finance
2 Journal of Systems Science and Complexity
2 Decisions in Economics and Finance
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Advances in Difference Equations
2 Mathematics and Financial Economics
2 Games
2 European Actuarial Journal
2 Mathematical Control and Related Fields
2 Journal of Function Spaces
1 Computers & Mathematics with Applications
1 Journal of Fluid Mechanics
1 The Annals of Probability
1 The Annals of Statistics
1 Journal of Econometrics
1 Journal of Mathematical Economics
1 Metron
1 Numerische Mathematik
1 Osaka Journal of Mathematics
1 Proceedings of the American Mathematical Society
1 Transactions of the American Mathematical Society
1 Optimal Control Applications & Methods
1 Bulletin of the Korean Mathematical Society
1 Statistics & Probability Letters
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 Queueing Systems
1 Annals of Operations Research
1 International Journal of Adaptive Control and Signal Processing
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Computational Statistics and Data Analysis
1 The Journal of Analysis
1 Random Operators and Stochastic Equations
1 NoDEA. Nonlinear Differential Equations and Applications
1 Lifetime Data Analysis
1 Journal of Nonparametric Statistics
1 European Journal of Control
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Communications in Nonlinear Science and Numerical Simulation
1 The ANZIAM Journal
1 Journal of Machine Learning Research (JMLR)
1 OR Spectrum
1 North American Actuarial Journal
1 Fuzzy Optimization and Decision Making
1 Nonlinear Analysis. Hybrid Systems
1 Electronic Journal of Statistics
1 The Annals of Applied Statistics
1 Set-Valued and Variational Analysis
1 Science China. Mathematics
1 Izvestiya Instituta Matematiki i Informatiki. Udmurtskiĭ Gosudarstvennyĭ Universitet
1 Journal of Dynamics and Games
1 Problemy Analiza. Issues of Analysis
1 ISRN Probability and Statistics
1 Minimax Theory and its Applications
1 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Japanese Journal of Statistics and Data Science
...and 1 more Serials

Citations by Year